In my house, my children would have gone up to their room the minute they started to scream and protest. I let them know that it is okay to be upset about not getting what they want, but that the behavior (screaming, yelling) is not okay and must be done in private. I also let them know that when they are in control of themselves, they may come down and rejoin us. I then withdraw myself from the situation and don't give them any of my attention. Sometimes they are up there for a minute, other times it has been almost an hour. I don't push them to come down before they are ready. I do this every single time the behavior shows itself, so they are familiar with it, they also hear that I understand how they are feeling, but know that I won't give in.